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发电权交易有利于优化电源结构,促进节能减排,在国内电力系统领域得到比较普遍的应用。发电公司在发电权交易市场中所采用的竞价策略直接影响其收益,因而是发电公司关注的重要问题。在此背景下,针对采用高低匹配机制的发电权集中竞价交易市场,发展了计及风险的发电公司的竞价策略。首先,建立了评估发电权交易双方的成本和收益的数学模型。之后,构建了发电公司参与采用高低匹配机制的发电权交易市场的计及风险的最优竞价策略的优化模型,并采用蒙特卡洛仿真方法求解。最后,用算例对所构造的最优竞价策略模型和采用的方法进行说明,并分析了发电权交易其他参与者的报价行为对所研究的发电公司最优报价策略的影响。
The transaction of power generation rights is conducive to optimizing the structure of power supply, promoting energy conservation and emission reduction, and has been widely applied in the field of domestic power system. The bidding strategy adopted by power generation companies in the power generation trading market has a direct impact on its revenue, which is an important issue that the power generation companies are concerned about. Against this background, a competitive bidding strategy for power generation companies that takes risks into account is developed for the bid-rigging bidding market with a high-low matching mechanism. First, a mathematical model was developed to assess the costs and benefits of both sides of the transaction. After that, an optimal model of risk-based optimal bidding strategy for power generation companies participating in the power generation trading market using a high-low matching mechanism is constructed and solved by a Monte Carlo simulation method. Finally, an example is given to illustrate the optimal bidding strategy model and the adopted method, and the influence of the bidding behavior of other participants in the power generation transaction on the optimal bidding strategy of the power generation company studied is analyzed.